+367.2%
ATI vs OUST
+554.0%
-186.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.8% |
| 7D | -0.1% | +5.2% | -5.3% | -0.7% |
| 30D | +2.7% | -19.3% | +22.0% | +5.4% |
| 3M | +16.3% | -22.6% | +39.0% | +17.5% |
| 6M | +30.2% | +62.8% | -32.6% | +17.6% |
| YTD | +83.6% | +68.3% | +15.2% | +63.8% |
| 1Y | +173.0% | +28.5% | +144.5% | +148.3% |
| All | +367.2% | +554.0% | -186.9% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling